Understand ... if 1st up problems then yes it can get frustrating.
Can you reply back here with the answers to these questions:
System details - help us to help you (click on link)
Also do you have Norton AV or Norton firewall? "If" norton firewall, then disable XP's firewall & enable Norton firewall instead. Otherwise they'll clash & you'll end up with less security & problems with LW also. You can disable XP firewall in your control panels. For norton see
Configuring Norton Internet Security